The optimal multi-period hedging model of currency futures and options with exponential utility. - Xing Yu; Zhongkai Wan; Xiaowen Tu; Yanyin Li (J. Comput. Appl. Math., 2020)

Dynamic options hedging model under mark-to-market risk. - Dongwei Shi; Yanyin Li; Xing Yu (Int. J. Inf. Technol. Manag., 2024)